Collar payoff (floor & ceiling) API

Compute the effective cost basis (stock + protective put premium - covered call credit), floor (put strike), ceiling (call strike), and max gain/loss for a collar on long stock. Deterministic hedge math. Answers 'what's my collar's max gain','where's my downside floor','what's the net cost of this collar'.

Price$0.03per request

MethodPOST

Route/v1/calc/opt-collar-payoff

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

optionscollarcalchedgepayoffprotective-putderivativestrading

API URLhttps://x402.hexl.dev/v1/calc/opt-collar-payoff

Integration docs

Example request

{
  "stockPrice": 100,
  "putStrike": 95,
  "callStrike": 110,
  "putPremium": 2,
  "callPremium": 1.5
}

Example response

{
  "stockPrice": 100,
  "putStrike": 95,
  "callStrike": 110,
  "putPremium": 2,
  "callPremium": 1.5,
  "multiplier": 100,
  "netPremiumPerShare": 0.5,
  "position": "net debit",
  "effectiveCostBasis": 100.5,
  "floor": 95,
  "ceiling": 110,
  "maxGain": 950,
  "maxLoss": 550,
  "breakeven": 100.5
}

Input schema

{
  "type": "object",
  "required": [
    "stockPrice",
    "putStrike",
    "callStrike",
    "putPremium",
    "callPremium"
  ],
  "properties": {
    "stockPrice": {
      "type": "number",
      "examples": [
        100
      ]
    },
    "putStrike": {
      "type": "number",
      "examples": [
        95
      ]
    },
    "callStrike": {
      "type": "number",
      "examples": [
        110
      ]
    },
    "putPremium": {
      "type": "number",
      "examples": [
        2
      ]
    },
    "callPremium": {
      "type": "number",
      "examples": [
        1.5
      ]
    },
    "multiplier": {
      "type": "number",
      "default": 100
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}